CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 07-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2007 |
07-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8255 |
0.8272 |
0.0017 |
0.2% |
0.8237 |
| High |
0.8287 |
0.8289 |
0.0002 |
0.0% |
0.8274 |
| Low |
0.8243 |
0.8235 |
-0.0008 |
-0.1% |
0.8202 |
| Close |
0.8276 |
0.8267 |
-0.0009 |
-0.1% |
0.8210 |
| Range |
0.0044 |
0.0054 |
0.0010 |
22.7% |
0.0072 |
| ATR |
0.0046 |
0.0046 |
0.0001 |
1.3% |
0.0000 |
| Volume |
118,829 |
154,739 |
35,910 |
30.2% |
349,316 |
|
| Daily Pivots for day following 07-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8426 |
0.8400 |
0.8297 |
|
| R3 |
0.8372 |
0.8346 |
0.8282 |
|
| R2 |
0.8318 |
0.8318 |
0.8277 |
|
| R1 |
0.8292 |
0.8292 |
0.8272 |
0.8278 |
| PP |
0.8264 |
0.8264 |
0.8264 |
0.8257 |
| S1 |
0.8238 |
0.8238 |
0.8262 |
0.8224 |
| S2 |
0.8210 |
0.8210 |
0.8257 |
|
| S3 |
0.8156 |
0.8184 |
0.8252 |
|
| S4 |
0.8102 |
0.8130 |
0.8237 |
|
|
| Weekly Pivots for week ending 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8445 |
0.8399 |
0.8250 |
|
| R3 |
0.8373 |
0.8327 |
0.8230 |
|
| R2 |
0.8301 |
0.8301 |
0.8223 |
|
| R1 |
0.8255 |
0.8255 |
0.8217 |
0.8242 |
| PP |
0.8229 |
0.8229 |
0.8229 |
0.8222 |
| S1 |
0.8183 |
0.8183 |
0.8203 |
0.8170 |
| S2 |
0.8157 |
0.8157 |
0.8197 |
|
| S3 |
0.8085 |
0.8111 |
0.8190 |
|
| S4 |
0.8013 |
0.8039 |
0.8170 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8289 |
0.8202 |
0.0087 |
1.1% |
0.0046 |
0.6% |
75% |
True |
False |
115,770 |
| 10 |
0.8300 |
0.8202 |
0.0098 |
1.2% |
0.0044 |
0.5% |
66% |
False |
False |
101,430 |
| 20 |
0.8409 |
0.8202 |
0.0207 |
2.5% |
0.0043 |
0.5% |
31% |
False |
False |
89,573 |
| 40 |
0.8567 |
0.8202 |
0.0365 |
4.4% |
0.0050 |
0.6% |
18% |
False |
False |
85,142 |
| 60 |
0.8702 |
0.8202 |
0.0500 |
6.0% |
0.0054 |
0.7% |
13% |
False |
False |
91,088 |
| 80 |
0.8799 |
0.8202 |
0.0597 |
7.2% |
0.0063 |
0.8% |
11% |
False |
False |
71,546 |
| 100 |
0.8799 |
0.8202 |
0.0597 |
7.2% |
0.0060 |
0.7% |
11% |
False |
False |
57,518 |
| 120 |
0.8799 |
0.8202 |
0.0597 |
7.2% |
0.0055 |
0.7% |
11% |
False |
False |
47,995 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8519 |
|
2.618 |
0.8430 |
|
1.618 |
0.8376 |
|
1.000 |
0.8343 |
|
0.618 |
0.8322 |
|
HIGH |
0.8289 |
|
0.618 |
0.8268 |
|
0.500 |
0.8262 |
|
0.382 |
0.8256 |
|
LOW |
0.8235 |
|
0.618 |
0.8202 |
|
1.000 |
0.8181 |
|
1.618 |
0.8148 |
|
2.618 |
0.8094 |
|
4.250 |
0.8006 |
|
|
| Fisher Pivots for day following 07-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8265 |
0.8262 |
| PP |
0.8264 |
0.8257 |
| S1 |
0.8262 |
0.8252 |
|